An empirical analysis of futures margin changes : determinants and policy implications
Nicole Abruzzo, Yang-Ho Park
| Year of publication: |
February 2016
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|---|---|
| Authors: | Abruzzo, Nicole ; Park, Yang-Ho |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 49.2016, 1, p. 65-100
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| Subject: | Margin | Futures | Volatility | Central counterparties | Procyclicality | Race to the bottom | and Dodd-Frank Act | Derivat | Derivative | Volatilität | Finanzmarktregulierung | Financial market regulation | Kapitalmarktrecht | Financial markets law |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10693-014-0212-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011591942